Chromium Code Reviews| OLD | NEW |
|---|---|
| (Empty) | |
| 1 // Copyright 2016 The Chromium Authors. All rights reserved. | |
| 2 // Use of this source code is governed by a BSD-style license that can be | |
| 3 // found in the LICENSE file. | |
| 4 | |
| 5 #include "quantile_estimator.h" | |
| 6 | |
| 7 #include "base/bind.h" | |
| 8 #include "base/callback.h" | |
| 9 #include "base/rand_util.h" | |
| 10 | |
| 11 namespace { | |
| 12 | |
| 13 // Random number wrapper to allow substitutions for testing. | |
| 14 int GenerateRand0To99() { | |
| 15 return base::RandInt(0, 99); | |
| 16 } | |
| 17 | |
| 18 } // namespace | |
| 19 | |
| 20 namespace net { | |
| 21 | |
| 22 // The algorithm used for quantile estimation is "Algorithm 3" from | |
| 23 // https://arxiv.org/pdf/1407.1121v1.pdf. There are several parts to the | |
| 24 // algorithm: | |
| 25 // * The estimate is conditionally moved towards the sample by a step amount. | |
| 26 // This means that if the samples are clustered around a value the estimates | |
| 27 // will converge to that sample. | |
| 28 // * The quantile requested (e.g. 90%l) is handled by the conditional move. | |
| 29 // If the estimate is accurate, there is a chance equal to the quantile | |
| 30 // value that a sample will be lower than it, and a chance equal to | |
| 31 // 1-quantile that it will be higher. So the code balances those | |
| 32 // probabilities by increasing the estimate in the quantile fraction | |
| 33 // of the cases where the sample is over the estimate, and decreases the | |
| 34 // estimate in (1-quantile) fraction of the cases where the sample is under | |
| 35 // the estimate. | |
| 36 // E.g. in the case of the 90%l estimation, the estimate would | |
| 37 // move up in 90% of the cases in which the sample was above the | |
| 38 // estimate (which would be 10% of the total samples, presuming the | |
| 39 // estimate was accurate), and it would move down in 10% of the cases | |
| 40 // in which the sample was below the estimate. | |
| 41 // * Every time the estimate moves in the same direction, the step | |
| 42 // amount is increased by one, and every time the estimate reverses | |
| 43 // direction, the step amount is decreased (to 1, if greater than 1, | |
| 44 // by one, if zero or negative). The effective step amount is | |
| 45 // Max(step, 1). | |
| 46 // * If the estimate | |
| 47 // would be moved beyond the sample causing its move, it is moved to | |
| 48 // be equal to the same (and the step amount set to the distance to | |
| 49 // the sample). See the paper for further details. | |
| 50 | |
| 51 QuantileEstimator::QuantileEstimator(int quantile, int initial_estimate) | |
| 52 : quantile_(quantile), | |
| 53 sign_positive_(true), | |
| 54 current_estimate_(initial_estimate), | |
| 55 current_step_(1), | |
| 56 generator_callback_(base::Bind(&GenerateRand0To99)) {} | |
| 57 | |
| 58 QuantileEstimator::~QuantileEstimator() {} | |
| 59 | |
| 60 void QuantileEstimator::AddSample(int sample) { | |
| 61 int rand100 = generator_callback_.Run(); | |
| 62 if (sample > current_estimate_ && rand100 <= quantile_) { | |
|
Charlie Harrison
2016/09/19 16:35:36
optional nit: rand100 > 1 - quantile_ to align wit
Randy Smith (Not in Mondays)
2016/09/22 21:52:27
Done.
| |
| 63 current_step_ += sign_positive_ ? 1 : -1; | |
| 64 current_estimate_ += (current_step_ > 0) ? current_step_ : 1; | |
| 65 | |
| 66 // Clamp movement to distance to sample. | |
| 67 if (current_estimate_ > sample) { | |
| 68 current_step_ -= current_estimate_ - sample; | |
| 69 current_estimate_ = sample; | |
| 70 } | |
| 71 | |
| 72 // If we've reversed direction, reset the step down. | |
| 73 if (!sign_positive_ && current_step_ > 1) | |
| 74 current_step_ = 1; | |
| 75 | |
| 76 sign_positive_ = true; | |
| 77 } else if (sample < current_estimate_ && rand100 > quantile_) { | |
| 78 current_step_ += !sign_positive_ ? 1 : -1; | |
| 79 current_estimate_ -= (current_step_ > 0) ? current_step_ : 1; | |
| 80 | |
| 81 // Clamp movement to distance to sample. | |
| 82 if (current_estimate_ < sample) { | |
| 83 current_step_ -= sample - current_estimate_; | |
| 84 current_estimate_ = sample; | |
| 85 } | |
| 86 | |
| 87 // If we've reversed direction, reset the step down. | |
| 88 if (sign_positive_ && current_step_ > 1) | |
| 89 current_step_ = 1; | |
| 90 | |
| 91 sign_positive_ = false; | |
| 92 } | |
| 93 } | |
| 94 | |
| 95 void QuantileEstimator::SetRandomNumberGeneratorForTesting( | |
| 96 RandomNumberCallback generator_callback) { | |
| 97 generator_callback_ = generator_callback; | |
| 98 } | |
| 99 | |
| 100 } // namespace net | |
| OLD | NEW |